Hernández-Lobato et al., 2015 - Google Patents

Expectation propagation in linear regression models with spike-and-slab priors

Hernández-Lobato et al., 2015

Document ID: 7935186850064732457
Author: Hernández-Lobato J; Hernández-Lobato D; Suárez A
Publication year: 2015
Publication venue: Machine Learning

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An expectation propagation (EP) algorithm is proposed for approximate inference in linear regression models with spike-and-slab priors. This EP method is applied to regression tasks in which the number of training instances is small and the number of dimensions of the …

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